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aak

awaisresearchschool

The Repository for Financial Data Extraction, Data Analysis and Textual Analysis

awesome-ai-in-finance

🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.

bgvar

Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.

caviar

R code for CAViaR model

celerymath

Another LaTex equation OCR tool based on ConvNeXt and Transformer

cif

Composite Indicators Framework for Business Cycle Analysis

compindexr

compindexR: An R package to create composite indicators

connectednessapproach

covar

CoVaR estimation via quantile regression

cross-quantilogram

A quantile dependent method to calculate the correlation between two series.

crypto2

Cryptocurrency Market Data

crypto_portfolio_analysis

A Jupyter notebook I use to analyze my crypto portfolio.

cryptocurrency_investment_analysis_and_modeling

Machine learning regression algorithm on cryptocurrency stock price for the next 30 days.

cryptogpt-crypto-twitter-sentiment-analysis-with-chatgpt-and-langchain

Streamlit application that leverages ChatGPT and LangChain to analyze tweet sentiment from selected Twitter authors.

data

Economic Indicators for Switzerland, Austria and Germany, based on Google Trends data

data-cleans

This repo has code to do primary data cleaning for Compustat / Crsp from WRDS

datacamp

Working through some data camp courses.

datastream-worldscope-fundamental-dataset

This guide aims to be a full instruction on how to download and merge Refinitiv (formerly Thomson Reuters) Datastream Worldscope data into one comprehensive dataset of yearly stock quoted financial statements.

easystats

:milky_way: The R easystats-project

efficient-portfolio-analysis

efficient-portfolio-optimize

"EfficientPortfolioOptimizer" is a sophisticated R script applying Modern Portfolio Theory. It optimizes asset allocation to maximize Sharpe ratio, visualizes the efficient frontier, empowering investors to make informed decisions. Exercise caution, as past performance doesn't guarantee future results.

eikon-wrapper

entropyhub

An open-source toolkit for entropic time-series analysis.

esg-scores-analysis

Stock selection and portfolio performance based on ESG Scores

fama-french-model

New Fama-French Model Validation

famafrench

Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud server "wrds-cloud".

famafrench2015ff5

Replication of the 5 Fama-French factors as constructed in their 2015 paper.

famafrenchriskmodel

Quants use factors to target specific drivers of returns and manage risk. Diversification is great until the entire market declines in value. That’s because the market influences all stocks. Factors can offset some of these risks by targeting drivers of return not influenced by the market.

fdicdata